Studying demographic history of species provides insight into how the past has shaped the current levels of overall biodiversity and genetic composition of species, but also how these species may react to future perturbations. Here we investigated the demographic history of the willow grouse (Lagopus lagopus), rock ptarmigan (Lagopus muta), and black grouse (Tetrao tetrix) through the Late Pleistocene using two complementary methods and whole genome data. Species distribution modeling (SDM) allowed us to estimate the total range size during the Last Interglacial (LIG) and Last Glacial Maximum (LGM) as well as to indicate potential population subdivisions. Pairwise Sequentially Markovian Coalescent (PSMC) allowed us to assess fluctuations in effective population size across the same period. Additionally, we used SDM to forecast the effect of future climate change on the three species over the next 50 years. We found that SDM predicts the largest range size for the cold‐adapted willow grouse and rock ptarmigan during the LGM. PSMC captured intraspecific population dynamics within the last glacial period, such that the willow grouse and rock ptarmigan showed multiple bottlenecks signifying recolonization events following the termination of the LGM. We also see signals of population subdivision during the last glacial period in the black grouse, but more data are needed to strengthen this hypothesis. All three species are likely to experience range contractions under future warming, with the strongest effect on willow grouse and rock ptarmigan due to their limited potential for northward expansion. Overall, by combining these two modeling approaches, we have provided a multifaceted examination of the biogeography of these species and how they have responded to climate change in the past. These results help us understand how cold‐adapted species may respond to future climate changes.